-28.4%
STZ vs RUN
-82.9%
+54.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.3% | -12.9% | -1.3% |
| 7D | +11.8% | +30.0% | -18.3% | +10.2% |
| 30D | +26.0% | +27.0% | -1.1% | +24.3% |
| 3M | +11.5% | -5.9% | +17.4% | +11.6% |
| 6M | -2.0% | -26.7% | +24.7% | -1.0% |
| YTD | +7.9% | -46.4% | +54.2% | +9.7% |
| 1Y | +13.9% | -52.1% | +66.0% | +16.3% |
| 3Y | -35.8% | -8.9% | -26.9% | -40.8% |
| 5Y | -28.4% | -82.4% | +54.0% | -29.2% |
| All | -28.4% | -82.9% | +54.5% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling